Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47927.84 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46532.94 Kr¶

PnL: ---------------------------------------> -355.63 Kr¶

DD now: ---------------------------------> -1.444 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 19:48:16.572998'

Anic Portfolio¶

Today¶

Return: 0.453 %¶

This Week¶

Return: 0.83 %¶

Total¶

Return: 56.903 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 1.340000 3146.000000 175.000000 5.890000 2971.000006
HEBA B 70 -2.070000 2810.500000 174.500000 6.620000 2636.000010
FM Mattsson Mora Group B 50 1.180000 3005.000000 78.000000 2.660000 2927.000000
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
Samhällsbyggnadsbo. i Norden B 20 -2.400000 423.600000 68.600000 19.320000 355.000000
Corem Property Group B 59 -3.740000 637.790000 60.790000 10.540000 576.999999
HMS Networks 2 -1.170000 711.200000 38.200000 5.680000 673.000000
OEM International B 7 1.010000 561.400000 33.400000 6.330000 527.999997
Norva24 Group 16 5.550000 572.160000 29.160000 5.370000 543.000000
Intrum 4 1.210000 552.800000 25.800000 4.900000 527.000000
MedCap 2 1.360000 446.000000 25.000000 5.940000 421.000000
SAAB B 8 0.210000 3401.600000 24.600000 0.730000 3377.000000
Coor Service Management Hold. 8 0.880000 551.600000 19.600000 3.680000 532.000000
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
AcadeMedia 12 1.500000 569.040000 12.040000 2.160000 557.000004
Samhällsbyggnadsbo. i Norden D 12 -1.110000 256.800000 10.800000 4.390000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.450000 569.100000 7.100000 1.260000 562.000005
Resurs Holding 22 0.110000 579.260000 5.260000 0.920000 573.999998
Securitas B 6 0.860000 574.320000 4.320000 0.760000 570.000000
Swedbank A 3 1.450000 567.150000 3.150000 0.560000 564.000000
Creaspac SPAC 6 0.100000 579.000000 2.000000 0.350000 577.000002
CTEK 13 2.060000 533.650000 -0.350000 -0.070000 533.999999
Essity B 2 -1.690000 570.200000 -3.800000 -0.660000 574.000000
Essity A 4 -1.890000 1144.000000 -5.000000 -0.440000 1149.000000
Handelsbanken A 5 -0.550000 541.000000 -5.000000 -0.920000 546.000000
Karnov Group 9 -3.610000 528.300000 -7.700000 -1.440000 536.000004
Midsona B 63 -1.510000 574.560000 -8.440000 -1.450000 582.999984
Nordea Bank Abp 29 -0.290000 3439.400000 -14.600000 -0.420000 3453.999992
International Petroleum Corp. 5 3.220000 560.500000 -34.070000 -5.730000 594.565215
Vivesto 1368 1.960000 569.910000 -43.090000 -7.030000 612.999432
Sampo Oyj SDB 7 -1.110000 3738.000000 -112.000000 -2.910000 3850.000000
Axfood 13 1.120000 3628.300000 -127.700000 -3.400000 3756.000001
OX2 18 0.890000 1527.300000 -136.700000 -8.220000 1663.999992
Fasadgruppen Group 35 -0.300000 3447.500000 -363.500000 -9.540000 3810.999990
Ovzon 52 1.590000 2984.800000 -377.200000 -11.220000 3361.999992
TOTAL 46532.940000 -355.630000 -1.44366% 46888.564618

Updated:¶

'2023-01-18 19:48:29.479399'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶